Hi @Pikku-Peruna! If it's the first part of the quest, the mayor may want you to go to the Tundra Plains and investigate the town of Haven, but if it's the second part of the quest, then she probably asked you to go to the Arid Desert (this part is "to be continued" right after she asks you unfortunately, but the Arid Desert is still a playable area with side quests).

All of these areas can be reached via the Portal Hall in Pixpet City, although they do have level requirements.

Hope that helps, but let me know if you have further questions! :)